Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47253.04 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45858.06 Kr¶

PnL: ---------------------------------------> -1030.51 Kr¶

DD now: ---------------------------------> -2.831 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 17:16:54.048276'

Anic Portfolio¶

Today¶

Return: -0.382 %¶

This Week¶

Return: -1.377 %¶

Total¶

Return: 54.694 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.820000 3095.000000 168.000000 5.740000 2927.000000
HEBA B 70 -1.250000 2754.500000 118.500000 4.500000 2636.000010
HMS Networks 2 14.170000 789.600000 116.600000 17.330000 673.000000
SAAB B 8 1.030000 3443.200000 66.200000 1.960000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.130000 391.500000 36.500000 10.280000 355.000000
Corem Property Group B 59 -2.290000 602.980000 25.980000 4.500000 576.999999
Nordea Bank Abp 29 0.300000 3479.420000 25.420000 0.740000 3453.999992
AcadeMedia 12 -1.270000 578.160000 21.160000 3.800000 557.000004
Resurs Holding 22 -1.320000 594.000000 20.000000 3.480000 573.999998
Intrum 4 2.720000 544.600000 17.600000 3.340000 527.000000
Boozt 12 0.140000 1670.400000 16.400000 0.990000 1653.999996
OEM International B 7 0.910000 542.500000 14.500000 2.750000 527.999997
Swedbank A 3 -0.410000 577.350000 13.350000 2.370000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Norva24 Group 16 1.410000 553.920000 10.920000 2.010000 543.000000
Eastnine 4 -0.160000 501.600000 10.600000 2.160000 491.000000
Securitas B 6 -0.190000 577.680000 7.680000 1.350000 570.000000
Creaspac SPAC 6 0.730000 581.400000 4.400000 0.760000 577.000002
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Coor Service Management Hold. 8 -0.150000 534.400000 2.400000 0.450000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.190000 247.200000 1.200000 0.490000 246.000000
CTEK 13 0.740000 533.000000 -1.000000 -0.190000 533.999999
Handelsbanken A 5 0.230000 541.000000 -5.000000 -0.920000 546.000000
Midsona B 63 1.570000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -1.750000 549.400000 -24.600000 -4.290000 574.000000
International Petroleum Corp. 5 -0.090000 552.000000 -42.570000 -7.160000 594.565215
Essity A 4 -1.610000 1100.000000 -49.000000 -4.260000 1149.000000
Vivesto 1368 2.360000 546.110000 -66.890000 -10.910000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Beijer Electronics Group 26 -10.260000 2818.400000 -152.600000 -5.140000 2971.000006
Fasadgruppen Group 35 -0.960000 3598.000000 -213.000000 -5.590000 3810.999990
OX2 18 0.640000 1412.100000 -251.900000 -15.140000 1663.999992
Axfood 13 -3.130000 3464.500000 -291.500000 -7.760000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45870.220000 -1018.350000 -2.80628% 46888.564618

Updated:¶

'2023-01-26 17:16:31.562393'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶